Siberian Federal University 
- Issue
- Journal of Siberian Federal University. Mathematics & Physics. 2018 11 (3)
- Authors
- Leulmi, Assma; Merikhi, Bachir; Benterki, Djamel
- Contact information
- Leulmi, Assma: Department of Mathematics University of Skikda Algeria; ; Merikhi, Bachir: Department of Mathematics Ferhat Abbas Setif University Algeria; Benterki, Djamel: Department of Mathematics Ferhat Abbas Setif University Algeria
- Keywords
- semidefinite programming; interior-point methods; logarithmic barrier methods; line search
- Abstract
In this paper, we present a logarithmic barrier interior-point method for solving a semidefinite program- ming problem. Newton’s method is used to compute the descent direction, and minorant function are used as an efficient alternative to line search methods to determine the displacement step along the direction in order to reduce the computation cost.
- Pages
- 300–312
- Paper at repository of SibFU
- https://elib.sfu-kras.ru/handle/2311/71603
Journal of Siberian Federal University. Mathematics & Physics / Study of a Logarithmic Barrier Approach for Linear Semidefinite Programming
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